+18.4%
MNST vs ALM
-60.8%
+79.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -4.3% |
| 7D | -3.4% | -6.7% | +3.2% | -3.8% |
| 30D | +6.6% | -32.9% | +39.5% | +4.6% |
| 3M | -2.9% | -39.5% | +36.6% | -5.0% |
| 6M | +18.4% | -62.0% | +80.4% | +15.1% |
| All | +18.4% | -60.8% | +79.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling